Anic Equity¶

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Total return since start: 0.712 %¶

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Equity now: -----------------------------> 52309.01 Kr¶

Max Equity ever reached: ------------> 53120.35 Kr¶

Portfolio value: --------------------------> 45973.98 Kr¶

PnL: ---------------------------------------> -779.02 Kr¶

DD now: ---------------------------------> -1.527 %¶

Max portfolio DD since start: ----> -13.025 %¶

Updated:¶

'2023-06-13 10:42:26.909530'

Anic Portfolio¶

Today¶

Return: -0.014 %¶

This Week¶

Return: -0.014 %¶

Total portfolio value¶

Return including deposits: 71.246 %¶

Benchmark comparison TODAY¶

Benchmark comparison¶

OMXS30
DJUS
NDX
DAX
W1IDU

Anic Portfolio Holdings¶

  volume changePercent value profit profitPercent acquiredValue
name            
Nederman Holding 11 3.400000 2343.000000 154.000000 7.040000 2189.000000
Embracer Group B 26 4.960000 707.460000 45.460000 6.870000 661.999988
BHG Group 49 -2.390000 680.120000 41.120000 6.440000 638.999984
Vitrolife 3 3.910000 702.000000 25.000000 3.690000 677.000001
Biotage 4 0.780000 623.200000 20.200000 3.350000 603.000000
Indutrade 5 1.980000 1336.500000 16.500000 1.250000 1320.000000
Xvivo Perfusion 3 0.530000 861.000000 16.000000 1.890000 845.000001
Eastnine 6 -2.610000 672.000000 15.000000 2.280000 657.000000
Addnode Group B 6 2.240000 766.200000 14.200000 1.890000 751.999998
Addtech B 3 1.540000 714.000000 14.000000 2.000000 699.999999
SynAct Pharma 9 -2.270000 658.800000 13.800000 2.140000 645.000003
Sdiptech B 3 0.290000 831.600000 9.600000 1.170000 822.000000
Nolato B 12 -0.460000 655.200000 7.200000 1.110000 648.000000
NCC B 7 0.160000 659.750000 5.750000 0.880000 653.999997
BONESUPPORT HOLDING 10 -0.320000 1229.000000 5.000000 0.410000 1224.000000
Latour B 2 1.660000 453.400000 4.400000 0.980000 449.000000
Fortnox 10 3.460000 669.400000 1.400000 0.210000 668.000000
NCC A 6 1.840000 598.800000 -0.200000 -0.030000 598.999998
Profoto Holding 7 0.000000 581.000000 -1.000000 -0.170000 581.999999
Sedana Medical 135 -2.320000 4328.100000 -2.900000 -0.070000 4330.999935
Lime Technologies 2 -1.180000 587.000000 -6.000000 -1.010000 593.000000
Volati 5 -4.380000 567.000000 -7.000000 -1.220000 574.000000
Investor B 3 0.650000 649.800000 -8.200000 -1.250000 657.999999
Sampo Oyj SDB 1 -1.100000 496.500000 -8.500000 -1.680000 505.000000
SCA A 4 -0.270000 588.800000 -10.200000 -1.700000 599.000000
Balco Group 39 0.000000 1860.300000 -14.700000 -0.780000 1874.999997
Humana 40 -0.120000 642.400000 -31.600000 -4.690000 674.000000
Ambea 68 1.000000 2483.360000 -53.640000 -2.110000 2537.000032
Lundin Gold 7 0.620000 915.600000 -58.400000 -6.000000 973.999999
Creades A 7 0.780000 546.000000 -65.000000 -10.640000 610.999998
Investor A 16 0.420000 3470.400000 -74.600000 -2.100000 3545.000000
New Wave B 40 0.230000 3827.600000 -88.400000 -2.260000 3916.000000
Gaming Innovation Group 161 -0.400000 4025.000000 -163.000000 -3.890000 4187.999942
Wästbygg Gruppen B 80 -1.470000 2688.000000 -183.000000 -6.370000 2871.000000
Bactiguard Holding B 37 -3.760000 2560.400000 -406.600000 -13.700000 2966.999993
TOTAL 45978.690000 -774.310000 -1.5185% 46752.999863

Updated:¶

'2023-06-13 10:41:58.480336'
None

Last optimization/rebalancing:¶

'2023-05-05'

Next optimization/rebalancing:¶

'2023-06-15'

In or Out of market? In if Signal > -10, else out of market!¶

AVAN-Live vs backtest and OMXSE30 2023¶

Walk forward test results - depending on starting day¶

Equity is shown as log of returns. Returns range by a factor of 10. Best is about 10000%, 100 times money, and worst 1000%, 10 times money in 20 years. Maximal duration for drawdown periods vary between 280-750 days. Worst drawdown across the tests is about 40 %. ¶

Walk forward test results - Distribution of maximal drawdowns¶

Used to understand the strategys historical drawdown properties and to set the rule for when to stop trading the system. The stop limit is set to mean of max drawdown minus 2 standard deviations.¶